When I receive a DCC and mIRC is not active, it makes itself the active window. So either I am very privileged or the bug is only on your machine.
The same thing happens to me, if i run 2 copys of mirc.. then if somone DCC me to the other mirc that arent active, then i wont get any notice about the DCC, i only see it in the status that somone tryed to DCC me, that it. so that mirc dont set it self as active, but nothing i have any problem with, if i want somone to DCC me somthing, then i often have been talking to that person right befor so that mirc should be the active one, but have seen som kiddies trying to send me some files, and i havent seen it, then i look in my status and i see it there..